CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0279 |
1.0187 |
-0.0092 |
-0.9% |
1.0243 |
| High |
1.0279 |
1.0187 |
-0.0092 |
-0.9% |
1.0290 |
| Low |
1.0194 |
1.0140 |
-0.0054 |
-0.5% |
1.0157 |
| Close |
1.0233 |
1.0185 |
-0.0048 |
-0.5% |
1.0233 |
| Range |
0.0085 |
0.0047 |
-0.0038 |
-44.7% |
0.0133 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.3% |
0.0000 |
| Volume |
79 |
60 |
-19 |
-24.1% |
392 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0295 |
1.0211 |
|
| R3 |
1.0265 |
1.0248 |
1.0198 |
|
| R2 |
1.0218 |
1.0218 |
1.0194 |
|
| R1 |
1.0201 |
1.0201 |
1.0189 |
1.0186 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0163 |
| S1 |
1.0154 |
1.0154 |
1.0181 |
1.0139 |
| S2 |
1.0124 |
1.0124 |
1.0176 |
|
| S3 |
1.0077 |
1.0107 |
1.0172 |
|
| S4 |
1.0030 |
1.0060 |
1.0159 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0626 |
1.0562 |
1.0306 |
|
| R3 |
1.0493 |
1.0429 |
1.0270 |
|
| R2 |
1.0360 |
1.0360 |
1.0257 |
|
| R1 |
1.0296 |
1.0296 |
1.0245 |
1.0262 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0209 |
| S1 |
1.0163 |
1.0163 |
1.0221 |
1.0129 |
| S2 |
1.0094 |
1.0094 |
1.0209 |
|
| S3 |
0.9961 |
1.0030 |
1.0196 |
|
| S4 |
0.9828 |
0.9897 |
1.0160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0290 |
1.0140 |
0.0150 |
1.5% |
0.0055 |
0.5% |
30% |
False |
True |
66 |
| 10 |
1.0410 |
1.0140 |
0.0270 |
2.7% |
0.0056 |
0.5% |
17% |
False |
True |
58 |
| 20 |
1.0510 |
1.0140 |
0.0370 |
3.6% |
0.0062 |
0.6% |
12% |
False |
True |
62 |
| 40 |
1.0510 |
1.0140 |
0.0370 |
3.6% |
0.0054 |
0.5% |
12% |
False |
True |
53 |
| 60 |
1.0510 |
0.9981 |
0.0529 |
5.2% |
0.0051 |
0.5% |
39% |
False |
False |
53 |
| 80 |
1.0510 |
0.9878 |
0.0632 |
6.2% |
0.0047 |
0.5% |
49% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0310 |
|
1.618 |
1.0263 |
|
1.000 |
1.0234 |
|
0.618 |
1.0216 |
|
HIGH |
1.0187 |
|
0.618 |
1.0169 |
|
0.500 |
1.0164 |
|
0.382 |
1.0158 |
|
LOW |
1.0140 |
|
0.618 |
1.0111 |
|
1.000 |
1.0093 |
|
1.618 |
1.0064 |
|
2.618 |
1.0017 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0178 |
1.0215 |
| PP |
1.0171 |
1.0205 |
| S1 |
1.0164 |
1.0195 |
|